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- W4387560993 abstract "In fields such as finance, climate science, and neuroscience, inferring causal relationships from time series data poses a formidable challenge. While contemporary techniques can handle nonlinear relationships between variables and flexible noise distributions, they rely on the simplifying assumption that data originates from the same underlying causal model. In this work, we relax this assumption and perform causal discovery from time series data originating from mixtures of different causal models. We infer both the underlying structural causal models and the posterior probability for each sample belonging to a specific mixture component. Our approach employs an end-to-end training process that maximizes an evidence-lower bound for data likelihood. Through extensive experimentation on both synthetic and real-world datasets, we demonstrate that our method surpasses state-of-the-art benchmarks in causal discovery tasks, particularly when the data emanates from diverse underlying causal graphs. Theoretically, we prove the identifiability of such a model under some mild assumptions." @default.
- W4387560993 created "2023-10-12" @default.
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- W4387560993 date "2023-10-10" @default.
- W4387560993 modified "2023-10-13" @default.
- W4387560993 title "Discovering Mixtures of Structural Causal Models from Time Series Data" @default.
- W4387560993 doi "https://doi.org/10.48550/arxiv.2310.06312" @default.
- W4387560993 hasPublicationYear "2023" @default.
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